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Probability and Probability Distribution Chapter 4-5

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0% found this document useful (0 votes)
6 views

Probability and Probability Distribution Chapter 4-5

Statistics notes

Uploaded by

Gentee
Copyright
© © All Rights Reserved
Available Formats
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VUT FACULTY OF

ENGINEERING AND
BUILD
ENVIRONMENT

Probability

First Session
Learning Outcomes

By the end of these two chapters, students should be


able to:
 Understand the importance of probability in statistical
analysis
 Define different types of probabilities

Describe properties and concepts of probabilities

Apply the rules of probabilities

Understand the use of counting rules


What is Probability?

• A probability is the chance, or likelihood, of a particular outcome out of


a number of possible outcomes occurring for a given event.

• The word probability is simply thought of as a synonymous with


chance, likelihood or possibility. These are words which we hear in
most cases when analysts talk about stock markets, weather
forecasting, game estimates and so on………In science, the probability
of an event is a number that indicates how likely the event is to occur. It
is expressed as a number in the range from 0 and 1, or, using
percentage notation, in the range from 0% to 100%.
Types of probabilities

• Subjective: Where the probability of an event is


based on an educated guess, expert opinion or just
plain intuition.

• Objective: When the probability of an event can


be verified statistically through surveys or empirical
observation.
Objective probabilities

• Mathematically, a probability is defined as the ratio


of two numbers, i.e.

• Where:
A= event of a specific type (or with specific properties)
r = number of outcome of event A
n = total number of possible outcomes (also called sample
space)
P(A)= probability of event A occurring.
Basic properties of a probability

0≤P(A)≤1
1. A probability values lies between 0 and 1

2. If an event A cannot occur (impossible event),

P(A)= 0
then:

P(A)= 1
3. If an event A is certain to occur, then:

4. The sum of the probability of all possible


outcomes of a random experiment is equals one
Basic properties of a probability
5. Complementary probabilities:
If P(A) is a probability of event A occurring, then

the probability of event A not occurring is


defined as:
P(A’)= 1 – P(A)
• The event that A does not occur is called or
regarded as “A complementary” or simply “not-A”.
JOINT PROBABILITIES
• A joint probability is a probability that two or more events
will occur together (or simultaneously jointly).
i.e. P(A and B) = probability that events A and B occur
simultaneously.
• P(A and B) is a joint probability, whilst P(A) and P(B) are
the marginal probabilities.
• In short joint probability is a statistical measure that
calculates the likelihood of two events occurring
together and at the same point in time. Joint
probability is the probability of event Y occurring at
the same time that event X occurs.
MUTUALLY EXCLUSIVE EVENTS

• Events are mutually exclusive if they cannot occur


together.
i.e. P(A and B) = 0
INDEPENDENT EVENTS
• Events A and B are independent if the occurrence
of event A does not affect the probability of the
occurrence of event B.
i.e. P(A and B) = P(A)P(B)

• Two events are said to be statistically


independents if the occurrence of event A has no
effect on the outcome of event B occurring and
visa versa.
CONDITIONAL PROBABILITY

P(A/B) = P(A and B) P(B) ≠ 0


P(B)
P(A/B) means that the conditional probability of
event A given that event B has occurred.

If events A and B are independent, then P(A/B) =


P(A)
LAWS OF PROBABILITY
Law of addition:
P(A OR B) = P(A) + P(B) – P(A and B)

P(A OR B) means that either event A or B or both


will occur.
LAWS OF PROBABILITY
Law of multiplication: statistically dependent
event

P( A and B) = P(A) P(B/A)

OR

P(A and B) = P(B) P(A/B)


LAWS OF PROBABILITY
Law of multiplication: statistically independent
event

P( A and B) = P(A) P(B)

Test for statistical independence of events

P(A /B) = P(A)


Counting Rules
• There are three basic counting rules:
1. Multiplication rule
2. Permutations
3. Combinations
Multiplication rule
• If A and B are two events defined on a sample space, then: P(A AND B) =
P(B)P(A|B).
• This rule may also be written as: P(A|B) = P(A AND B)
• P(B)
• (The probability of A given B equals the probability of A and B divided by the
probability of B.)
• If A and B are independent, then P(A|B) = P(A). Then P(A AND B) = P(A|
B)P(B) becomes P(A AND B) = P(A)P(B).
Multiplication rule
e.g.
A restaurant menu has a choice of 4 starters, 10
main courses and 6 dessert.

Then the total number of possible meals that can be


ordered are:
4*10*6= 240 meals
Permutations
A permutation is the number of distinct ways in which a
group of object can be arranged.

Each possible arrangement (ordering) is called


permutation.

e.g.
A tax auditor has 9 different returns to audit, but will have
time to examine only 5 of them tomorrow. In how many
different orders can tomorrow’s task be carried out?
Combination
• A combination is the number of different ways of
arranging a subset of object selected from a group
of objects where ordering is not important.

Each possible arrangement is called combination.


Probability Distribution
 Probability Distribution is deemed as the
mathematical function that describes the
probability of different possible values of a
variable.
 Its again a function which gives the probabilities of
occurrence of different possible outcomes.
Discrete Random Variables
 A discrete probability distribution is considered the
probability distribution of a categorical or discrete
variable.
 This philosophy only include the probabilities of
values that are possible.
 In simple terms, the discrete probability
distribution doesn’t include any values with a
probability of zero
Binomial Probability
Distribution
 A fixed number of observations (trials), n
 e.g., 15 tosses of a coin; 20 patients; 1000
people surveyed
 A binary outcome
 e.g., head or tail in each toss of a coin; disease
or no disease
 Generally called “success” and “failure”
 Probability of success is p, probability of failure
is 1 – p
 Constant probability for each observation
 e.g., Probability of getting a tail is the same
each time we toss the coin
Binomial distribution
Take the example of 5 coin tosses.
What’s the probability that you flip
exactly 3 heads in 5 coin tosses?
Binomial distribution
Solution:
One way to get exactly 3 heads: HHHTT

What’s the probability of this exact


arrangement?
P(heads)xP(heads)
xP(heads)xP(tails)xP(tails) =(1/2)3 x (1/2)2

Another way to get exactly 3 heads:


THHHT
Probability of this exact outcome = (1/2)1 x
Binomial distribution
In fact, (1/2)3 x (1/2)2 is the probability of
each unique outcome that has exactly 3
heads and 2 tails.
So, the overall probability of 3 heads and
2 tails is:
(1/2)3 x (1/2)2 + (1/2)3 x (1/2)2 + (1/2)3 x
(1/2)2 + ….. for as many unique
arrangements as there are—but how
many are there??
Outcome Probability
THHHT (1/2)3 x (1/2)2
HHHTT (1/2)3 x (1/2)2
TTHHH (1/2)3 x (1/2)2
HTTHH (1/2)3 x (1/2)2 The probability
ways to HHTTH (1/2)3 x (1/2)2
 5 arrange 3 HTHHT (1/2)3 x (1/2)2
of each unique
  heads in THTHH (1/2)3 x (1/2)2
outcome (note:
 3 5 trials HTHTH (1/2)3 x (1/2)2
they are all
equal)
HHTHT (1/2)3 x (1/2)2
THHTH (1/2)3 x (1/2)2
10 arrangements x (1/2)3 x (1/2)2

5
C3 = 5!/3!2! = 10

Factorial review: n! = n(n-1)(n-2)…


 5
P(3 heads and 2 tails) =   x P(heads)3 x P(tails)2 =
 3

10 x (½)5=31.25%
Binomial distribution
function:
X= the number of heads tossed in
5 coin tosses
p(x)

x
0 1 2 3 4 5
number of heads
Binomial distribution,
generally
Note the general pattern emerging  if you have only two possible
outcomes (call them 1/0 or yes/no or success/failure) in n independent
trials, then the probability of exactly X “successes”=
n = number of trials

 n X n X
  p (1  p )
X 1-p = probability
of failure
X=# p=
successes probability of
out of n success
trials
Binomial distribution:
example

 If I toss a coin 20 times, what’s the


probability of getting exactly 10
heads?
 20  10 10
  (.5) (.5) .176
 10 
It all comes back to
normal…
 Statistics for proportions are based
on a normal distribution, because
the binomial can be approximated
as normal if np>5 (more on this
next week…)
Continuous Variables
 Those variables for which any
value within a range of values can
occur, rather than just specific
values.
 The probability of occurrence of a
specific value X is zero and
 Probability can be obtained by
cumulating an area under the
curve
Continuous Variables
 A continuous variable is a variable that is
capable of assuming any of the values in a
given range.
 Examples of continuous random variables
are:
 • Age of a person.
 • Height of a tree.
 • Time taken to write an examination.
 • Distance travelled by an ambulance.

• Salary of a person.

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